+0.9%
APA vs VMC
+131.6%
-130.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.6% |
| 7D | -5.5% | +1.1% | -6.7% | -6.4% |
| 30D | -1.2% | +17.7% | -18.8% | -9.6% |
| 3M | +10.6% | +1.1% | +9.5% | +8.7% |
| 6M | +28.4% | +1.8% | +26.6% | +23.5% |
| YTD | +89.7% | +1.5% | +88.2% | +79.0% |
| 1Y | +90.6% | -1.1% | +91.7% | +82.0% |
| 3Y | +36.9% | +38.8% | -1.9% | +3.9% |
| 5Y | +83.2% | +49.6% | +33.7% | +29.2% |
| All | +0.9% | +131.6% | -130.7% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling